+398.1%
COR vs ALK
-38.6%
+436.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.5% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | +1.5% | -18.5% | +20.0% | +4.2% |
| 3M | +18.7% | -3.6% | +22.2% | +18.5% |
| 6M | -9.0% | -3.7% | -5.3% | -9.7% |
| YTD | -3.3% | -19.0% | +15.7% | -2.1% |
| 1Y | +9.8% | -36.0% | +45.9% | +14.8% |
| 3Y | +87.4% | +2.3% | +85.0% | +73.1% |
| 5Y | +180.5% | -27.8% | +208.3% | +171.7% |
| 10Y | +398.1% | -39.0% | +437.1% | +323.7% |
| All | +398.1% | -38.6% | +436.7% | +323.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling